+123.6%
GDXJ vs RVTY
-15.1%
+138.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.1% | -0.1% |
| 7D | -8.1% | -0.5% | -7.6% | -7.9% |
| 30D | -5.5% | +1.5% | -7.0% | -6.2% |
| 3M | -14.6% | +31.5% | -46.0% | -22.3% |
| 6M | -23.2% | +62.7% | -85.9% | -34.9% |
| YTD | -13.0% | +60.0% | -72.9% | -26.3% |
| 1Y | +2.8% | +65.7% | -63.0% | -14.0% |
| 3Y | +221.5% | +85.2% | +136.3% | +147.9% |
| All | +123.6% | -15.1% | +138.7% | +107.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded RVTY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling